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updated 8:04:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.90%
3d Period Avg+33.71%
LONG BloFin · now
−29.32%
3d avg:−19.47%
SHORT Reya · nowSOLRUSDPERP
+25.59%
3d avg:+14.24%
Entry Spread Now
−0.068%
Eaten by executionL 75.7000 · S 75.6485−$6.81 if it converges
24h range −0.14%…−0.05% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$8.49
+0.08%
$Avg Daily PnL
+$6.95
+0.0695%
★Best Day
+$10.30
Aug 16
◎Open Interest
BloFin$40.36M
Reya$142.0K⚡Funding APR
+25.38%
annualized · funding only
⚠Execution Cost
−$19.32
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
BloFin$29.48MReya$25.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$19.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.